KMS Of Academy of mathematics and systems sciences, CAS
| A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables | |
Su, Miaomiao; Wang, Qihua
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| 2022-04-01 | |
| Source Publication | COMPUTATIONAL STATISTICS & DATA ANALYSIS
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| ISSN | 0167-9473 |
| Volume | 168Pages:14 |
| Abstract | This paper is concerned with the estimating problem of response quantile with high dimensional covariates when the response is missing at random. Some existing methods define root-n consistent estimators for the response quantile. But these methods require correct specifications of both the conditional distribution of response given covariates and the selection probability function. In this paper, a debiased method is proposed by solving a convex program. The estimator obtained by the proposed method is asymptotically normal given a correctly specified parametric model for the conditional distribution function, without the requirement to specify the selection probability function. Moreover, the proposed estimator can be asymptotically more efficient than the existing estimators. The proposed method is evaluated by a simulation study and is illustrated by a real data example. (C) 2021 Elsevier B.V. All rights reserved. |
| Keyword | High dimensions Missing at random Marginal response quantile Optimal weights Selection probability function |
| DOI | 10.1016/j.csda.2021.107371 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | National Natural Science Foundation of China[11871460] ; Key Lab of Random Complex Structure and Data Science, CAS ; National Natural Science Foundation of China (program for Innovative Research Group)[61621003] |
| WOS Research Area | Computer Science ; Mathematics |
| WOS Subject | Computer Science, Interdisciplinary Applications ; Statistics & Probability |
| WOS ID | WOS:000721109600003 |
| Publisher | ELSEVIER |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/59614 |
| Collection | 应用数学研究所 |
| Corresponding Author | Wang, Qihua |
| Affiliation | Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| Recommended Citation GB/T 7714 | Su, Miaomiao,Wang, Qihua. A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS,2022,168:14. |
| APA | Su, Miaomiao,&Wang, Qihua.(2022).A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables.COMPUTATIONAL STATISTICS & DATA ANALYSIS,168,14. |
| MLA | Su, Miaomiao,et al."A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables".COMPUTATIONAL STATISTICS & DATA ANALYSIS 168(2022):14. |
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